A daily-rebalanced, momentum-tilt strategy that uses a bonds-vs-tech RSI signal to choose between mood pairs, then selects top/bottom momentum assets from pools of leveraged long and inverse ETFs (and a Safety Group) to build a risk-managed, dynamic long/short portfolio.

- The portfolio is rebalanced every trading day. It divides investments into mood-based groups: Bull, Bear, Muted Bull, Muted Bear, plus a Safety Group. - A regime check compares momentum in bonds vs tech (RSI over 15 days) to decide which mood pair to use. If bonds look stronger (AGG RSI > QQQ RSI), the strategy uses Muted Bear and Bull groups; otherwise it uses Muted Bull and Bear groups. - Within each active group, a pool of ETFs is defined (for example, Bull pools include 3x tech and related levered ETFs like TECL, TQQQ, SOXL; Bear pools include inverse/short bets like SQQQ, SRTY, TMV; Muted pools include other shorter or mixed exposures such as PSQ, SH, DOG, RWM, TBF). - Each pool is filtered by a momentum rule: compute the price change over the last 4 days (moving-average-return) and sort. Depending on the group, the top or bottom assets are selected (e.g., Bull may pick the top 2; Muted Bear may pick the bottom 3). - The selected assets are then weighted within the group (e.g., 100% total weight split among the chosen assets). The overall strategy targets about 90% allocation to the main mood-driven selections. - A separate Safety Group (DIA, SPLV, SHV, TLT, HYG, BIL) provides ballast exposure to reduce risk, with a broader window for its signals. - The QQQ ticker (a broad tech proxy) is present in the pool and may be used as part of the decision framework or the safety bucket. - Overall, the system is tilt-heavy and trend-following, leaning into either strong bullish momentum (via 3x levered bulls) or bearish momentum (via inverse/shorts), with a safety tranche to smooth extremes. - Tickers cover popular benchmarks and many less-known leveraged or inverse ETFs, so it’s essential to understand each instrument’s risk (especially 3x levered ETFs) before using this approach.

Out-of-sample, this momentum-driven long/short ETF strategy beats SPY on risk-adjusted returns: oos Sharpe ~1.24 vs 1.18, annualized ~24.8% vs 20.4%, beta ~0.44, with a ballast Safety Group. Drawdowns ~22%, but diversification is stronger.